Computational Actuarial Science with R

Name: Computational Actuarial Science with R
Availability: InStock
ISBN: 9781466592599

ISBN-10: 1466592591

ISBN-13: 9781466592599

Edition: 2015

Authors: Arthur Charpentier

List price: $135.00

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Description:

Taking a broad approach, this book explores recent developments in statistics that have impacted actuarial science. It covers inference, Bayesian methods, statistical learning, spatial analysis, and estimation before moving on to specific insurance and finance issues and applications. Each chapter describes a theoretical model, presents the core of the R code to show how the algorithm works, and then includes illustrations of the implementations.

Book details

List price: $135.00
Copyright year: 2015
Publisher: Taylor & Francis Group
Publication date: 8/26/2014
Binding: Hardcover
Pages: 650
Size: 7.28" wide x 10.12" long x 1.42" tall
Weight: 3.256



Introduction and Overview


METHODOLOGY: Standard Inference


Bayesian Philosophy


Statistical Learning


Spatial Analysis


Reinsurance and Extremal Events


LIFE INSURANCE: Life Contingencies


Prospective Life Tables


Survival Analysis


FINANCE: Stock Prices and Stock Prices


Yield Curves and Interest Rates Models


Portfolio Allocation


NON-LIFE INSURANCE: Motor Insurance Pricing and No Claim Bonus Systems


Longitudinal Models


Loss Reserving and IBNR